-13.6%
KHC vs ROKU
-54.7%
+41.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -2.5% | -2.6% | +0.1% | -2.5% |
| 30D | +0.5% | +2.1% | -1.6% | +0.5% |
| 3M | +3.0% | +31.8% | -28.8% | +2.8% |
| 6M | +6.6% | +53.3% | -46.6% | +6.2% |
| YTD | +5.8% | +42.1% | -36.3% | +5.4% |
| 1Y | -2.2% | +62.3% | -64.5% | -2.7% |
| 3Y | -12.5% | +84.6% | -97.2% | -13.7% |
| 5Y | -13.6% | -53.1% | +39.5% | -15.3% |
| All | -13.6% | -54.7% | +41.1% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling